diff --git a/crypto_monitor_binance/app.py b/crypto_monitor_binance/app.py
index da8c002..ea81721 100644
--- a/crypto_monitor_binance/app.py
+++ b/crypto_monitor_binance/app.py
@@ -9311,6 +9311,19 @@ def _hub_account_bundle():
     }
 
 
+def _hub_fetch_market(base=""):
+    from hub_market_info_lib import fetch_usdt_swap_market_info
+
+    return fetch_usdt_swap_market_info(
+        base_or_symbol=base,
+        normalize_symbol_input=normalize_symbol_input,
+        normalize_exchange_symbol=normalize_exchange_symbol,
+        ensure_markets_loaded=ensure_markets_loaded,
+        exchange=exchange,
+        exchange_id="binance",
+    )
+
+
 def _hub_fetch_ohlcv(symbol, timeframe, since_ms=None, limit=500):
     from hub_ohlcv_lib import fetch_ohlcv_for_hub
 
@@ -9359,6 +9372,7 @@ try:
         views={"add_order": add_order, "add_key": add_key},
         ohlcv_fn=_hub_fetch_ohlcv,
         volume_rank_fn=_hub_fetch_volume_rank,
+        market_fn=_hub_fetch_market,
         risk_status_fn=hub_account_risk_status,
         user_close_fn=hub_user_initiated_close,
     )
diff --git a/crypto_monitor_gate/app.py b/crypto_monitor_gate/app.py
index f4763e4..c962632 100644
--- a/crypto_monitor_gate/app.py
+++ b/crypto_monitor_gate/app.py
@@ -9255,6 +9255,19 @@ def _hub_account_bundle():
     }
 
 
+def _hub_fetch_market(base=""):
+    from hub_market_info_lib import fetch_usdt_swap_market_info
+
+    return fetch_usdt_swap_market_info(
+        base_or_symbol=base,
+        normalize_symbol_input=normalize_symbol_input,
+        normalize_exchange_symbol=normalize_exchange_symbol,
+        ensure_markets_loaded=ensure_markets_loaded,
+        exchange=exchange,
+        exchange_id="gate",
+    )
+
+
 def _hub_fetch_ohlcv(symbol, timeframe, since_ms=None, limit=500):
     from hub_ohlcv_lib import fetch_ohlcv_for_hub
 
@@ -9303,6 +9316,7 @@ try:
         views={"add_order": add_order, "add_key": add_key},
         ohlcv_fn=_hub_fetch_ohlcv,
         volume_rank_fn=_hub_fetch_volume_rank,
+        market_fn=_hub_fetch_market,
         reconcile_hub_flat_fn=reconcile_hub_external_close,
         risk_status_fn=hub_account_risk_status,
         user_close_fn=hub_user_initiated_close,
diff --git a/crypto_monitor_gate_bot/app.py b/crypto_monitor_gate_bot/app.py
index 6162fa5..b698473 100644
--- a/crypto_monitor_gate_bot/app.py
+++ b/crypto_monitor_gate_bot/app.py
@@ -9255,6 +9255,19 @@ def _hub_account_bundle():
     }
 
 
+def _hub_fetch_market(base=""):
+    from hub_market_info_lib import fetch_usdt_swap_market_info
+
+    return fetch_usdt_swap_market_info(
+        base_or_symbol=base,
+        normalize_symbol_input=normalize_symbol_input,
+        normalize_exchange_symbol=normalize_exchange_symbol,
+        ensure_markets_loaded=ensure_markets_loaded,
+        exchange=exchange,
+        exchange_id="gate_bot",
+    )
+
+
 def _hub_fetch_ohlcv(symbol, timeframe, since_ms=None, limit=500):
     from hub_ohlcv_lib import fetch_ohlcv_for_hub
 
@@ -9303,6 +9316,7 @@ try:
         views={"add_order": add_order, "add_key": add_key},
         ohlcv_fn=_hub_fetch_ohlcv,
         volume_rank_fn=_hub_fetch_volume_rank,
+        market_fn=_hub_fetch_market,
         reconcile_hub_flat_fn=reconcile_hub_external_close,
         risk_status_fn=hub_account_risk_status,
         user_close_fn=hub_user_initiated_close,
diff --git a/crypto_monitor_okx/app.py b/crypto_monitor_okx/app.py
index 39918a6..966fb62 100644
--- a/crypto_monitor_okx/app.py
+++ b/crypto_monitor_okx/app.py
@@ -8723,6 +8723,19 @@ def _hub_account_bundle():
     }
 
 
+def _hub_fetch_market(base=""):
+    from hub_market_info_lib import fetch_usdt_swap_market_info
+
+    return fetch_usdt_swap_market_info(
+        base_or_symbol=base,
+        normalize_symbol_input=normalize_symbol_input,
+        normalize_exchange_symbol=normalize_okx_symbol,
+        ensure_markets_loaded=ensure_markets_loaded,
+        exchange=exchange,
+        exchange_id="okx",
+    )
+
+
 def _hub_fetch_ohlcv(symbol, timeframe, since_ms=None, limit=500):
     from hub_ohlcv_lib import fetch_ohlcv_for_hub
 
@@ -8771,6 +8784,7 @@ try:
         views={"add_order": add_order, "add_key": add_key},
         ohlcv_fn=_hub_fetch_ohlcv,
         volume_rank_fn=_hub_fetch_volume_rank,
+        market_fn=_hub_fetch_market,
         risk_status_fn=hub_account_risk_status,
         user_close_fn=hub_user_initiated_close,
     )
diff --git a/hub_bridge.py b/hub_bridge.py
index 6c7b395..0616c79 100644
--- a/hub_bridge.py
+++ b/hub_bridge.py
@@ -214,6 +214,7 @@ def install_on_app(
     ohlcv_fn=None,
     account_fn=None,
     volume_rank_fn=None,
+    market_fn=None,
     reconcile_hub_flat_fn=None,
     risk_status_fn=None,
     user_close_fn=None,
@@ -229,6 +230,7 @@ def install_on_app(
         "views": views,
         "ohlcv_fn": ohlcv_fn,
         "volume_rank_fn": volume_rank_fn,
+        "market_fn": market_fn,
         "reconcile_hub_flat_fn": reconcile_hub_flat_fn,
         "risk_status_fn": risk_status_fn,
         "user_close_fn": user_close_fn,
@@ -602,6 +604,21 @@ def register_hub_routes(app):
         except Exception as e:
             return jsonify({"ok": False, "msg": str(e)}), 500
 
+    @app.route("/api/hub/market")
+    @_hub_auth_required
+    def api_hub_market():
+        fn = _ctx().get("market_fn")
+        if not callable(fn):
+            return jsonify({"ok": False, "msg": "该实例未配置合约信息接口"}), 501
+        base = (request.args.get("base") or request.args.get("symbol") or "").strip()
+        try:
+            result = fn(base=base)
+            if isinstance(result, dict):
+                return jsonify(result)
+            return jsonify({"ok": False, "msg": "合约信息返回格式无效"}), 500
+        except Exception as e:
+            return jsonify({"ok": False, "msg": str(e)}), 500
+
     @app.route("/api/hub/ohlcv")
     @_hub_auth_required
     def api_hub_ohlcv():
diff --git a/hub_calculator_lib.py b/hub_calculator_lib.py
index 9c4c1fe..b4eed26 100644
--- a/hub_calculator_lib.py
+++ b/hub_calculator_lib.py
@@ -1,9 +1,9 @@
-"""中控历史测算：趋势回调 / 滚仓，以损定仓（无交易所精度，张数按公式估算）。"""
+"""中控历史测算：趋势回调 / 滚仓，以损定仓（按交易所精度与张数规则）。"""
 from __future__ import annotations
 
 from typing import Any, Callable, Optional, Tuple
 
-from strategy_roll_lib import max_roll_legs, preview_roll
+from strategy_roll_lib import max_roll_legs
 from strategy_trend_lib import (
     build_trend_preview_level_rows,
     calc_risk_fraction,
@@ -12,37 +12,20 @@ from strategy_trend_lib import (
 )
 
 DEFAULT_DCA_LEGS = 5
-DEFAULT_CONTRACT_SIZE = 1.0
 MARGIN_BUFFER = 0.95
 
 
-def _identity_amount_precise(_symbol: str, amount: float) -> Optional[float]:
-    try:
-        v = float(amount)
-    except (TypeError, ValueError):
-        return None
-    if v <= 0:
-        return None
-    return round(v, 8)
+def _resolve_market(
+    exchange_id: str,
+    base: str,
+) -> Tuple[Optional[dict[str, Any]], Optional[Callable[[float], Optional[float]]], Optional[str]]:
+    from hub_calculator_market_lib import get_calculator_market, make_amount_precise_fn_from_market
 
-
-def amount_from_margin(
-    margin_capital: float,
-    leverage: int,
-    price: float,
-    contract_size: float = DEFAULT_CONTRACT_SIZE,
-) -> Optional[float]:
-    try:
-        margin = float(margin_capital)
-        lev = int(leverage)
-        px = float(price)
-        cs = float(contract_size) if contract_size else DEFAULT_CONTRACT_SIZE
-    except (TypeError, ValueError):
-        return None
-    if margin <= 0 or lev <= 0 or px <= 0 or cs <= 0:
-        return None
-    notional = margin * lev
-    return notional / (px * cs)
+    market, err = get_calculator_market(exchange_id, base)
+    if err or not market:
+        return None, None, err or "无法解析合约"
+    amount_precise = make_amount_precise_fn_from_market(market)
+    return market, amount_precise, None
 
 
 def calc_trend_calculator(
@@ -56,8 +39,15 @@ def calc_trend_calculator(
     add_upper: float,
     take_profit: float,
     dca_legs: int = DEFAULT_DCA_LEGS,
-    contract_size: float = DEFAULT_CONTRACT_SIZE,
+    exchange_id: str = "0",
+    base: str = "ETH",
 ) -> Tuple[Optional[dict[str, Any]], Optional[str]]:
+    market, amount_precise, merr = _resolve_market(exchange_id, base)
+    if merr or not market or not amount_precise:
+        return None, merr or "无法解析合约"
+    contract_size = float(market.get("contract_size") or 1.0)
+    exchange_symbol = market["exchange_symbol"]
+
     direction = (direction or "long").strip().lower()
     if direction not in ("long", "short"):
         return None, "方向须为 long 或 short"
@@ -70,7 +60,7 @@ def calc_trend_calculator(
         upper = float(add_upper)
         tp = float(take_profit)
         legs = max(1, int(dca_legs))
-        cs = float(contract_size) if contract_size else DEFAULT_CONTRACT_SIZE
+        cs = float(contract_size) if contract_size else 1.0
     except (TypeError, ValueError):
         return None, "参数格式错误"
     if capital <= 0 or rp <= 0 or lev <= 0 or entry <= 0 or sl <= 0 or upper <= 0 or tp <= 0:
@@ -90,9 +80,15 @@ def calc_trend_calculator(
     if margin_plan <= 0:
         return None, "计划保证金过小"
 
-    target_amt = amount_from_margin(margin_plan, lev, entry, cs)
+    target_amt = _amount_from_margin(margin_plan, lev, entry, cs)
     if target_amt is None or target_amt <= 0:
         return None, "无法计算计划张数，请检查入场价与杠杆"
+    target_amt = amount_precise(target_amt)
+    if target_amt is None or target_amt <= 0:
+        return None, "计划张数低于交易所最小精度"
+
+    def _amount_precise(_symbol: str, amount: float) -> Optional[float]:
+        return amount_precise(amount)
 
     payload, err = compute_trend_plan_core(
         direction=direction,
@@ -103,10 +99,10 @@ def calc_trend_calculator(
         leverage=lev,
         live_price=entry,
         target_order_amount=target_amt,
-        exchange_symbol="CALC",
+        exchange_symbol=exchange_symbol,
         dca_legs=legs,
-        amount_precise=_identity_amount_precise,
-        min_amount=0.0,
+        amount_precise=_amount_precise,
+        min_amount=float(market.get("min_amount") or 0.0),
         full_margin_buffer_ratio=MARGIN_BUFFER,
     )
     if err:
@@ -117,11 +113,14 @@ def calc_trend_calculator(
     payload["contract_size"] = cs
     preview, rows = build_trend_preview_level_rows(payload)
 
-    def _f(v: Any, nd: int = 4) -> Any:
+    px_dec = int(market.get("price_decimals") or 4)
+    amt_dec = int(market.get("amount_decimals") or 4)
+
+    def _f(v: Any, nd: int | None = None) -> Any:
         if v is None:
             return None
         try:
-            return round(float(v), nd)
+            return round(float(v), nd if nd is not None else 8)
         except (TypeError, ValueError):
             return v
 
@@ -130,9 +129,9 @@ def calc_trend_calculator(
         table.append(
             {
                 "label": row.get("label"),
-                "price": _f(row.get("price"), 8),
-                "contracts": _f(row.get("contracts"), 8),
-                "avg_entry": _f(row.get("avg_entry"), 8),
+                "price": _f(row.get("price"), px_dec),
+                "contracts": _f(row.get("contracts"), amt_dec),
+                "avg_entry": _f(row.get("avg_entry"), px_dec),
                 "profit_u": _f(row.get("profit_u")),
                 "risk_u": _f(row.get("risk_u")),
                 "rr": _f(row.get("rr"), 4),
@@ -145,20 +144,40 @@ def calc_trend_calculator(
         "risk_percent": _f(rp, 2),
         "risk_budget_u": _f(preview.get("preview_risk_amount_u")),
         "leverage": lev,
-        "entry_price": _f(entry, 8),
-        "stop_loss": _f(sl, 8),
-        "add_upper": _f(upper, 8),
-        "take_profit": _f(tp, 8),
+        "entry_price": _f(entry, px_dec),
+        "stop_loss": _f(sl, px_dec),
+        "add_upper": _f(upper, px_dec),
+        "take_profit": _f(tp, px_dec),
         "plan_margin_u": _f(preview.get("plan_margin_capital")),
-        "target_contracts": _f(preview.get("target_order_amount"), 8),
-        "first_contracts": _f(preview.get("first_order_amount"), 8),
+        "target_contracts": _f(preview.get("target_order_amount"), amt_dec),
+        "first_contracts": _f(preview.get("first_order_amount"), amt_dec),
         "dca_legs": int(preview.get("dca_legs") or legs),
         "first_profit_u": _f(preview.get("preview_first_profit_u")),
         "first_rr": _f(preview.get("preview_target_rr"), 4),
+        "market": market,
         "rows": table,
     }, None
 
 
+def _amount_from_margin(
+    margin_capital: float,
+    leverage: int,
+    price: float,
+    contract_size: float,
+) -> Optional[float]:
+    try:
+        margin = float(margin_capital)
+        lev = int(leverage)
+        px = float(price)
+        cs = float(contract_size) if contract_size else 1.0
+    except (TypeError, ValueError):
+        return None
+    if margin <= 0 or lev <= 0 or px <= 0 or cs <= 0:
+        return None
+    notional = margin * lev
+    return notional / (px * cs)
+
+
 def _round(v: Any, nd: int = 4) -> Any:
     if v is None:
         return None
@@ -182,28 +201,135 @@ def calc_initial_roll_qty(
     entry_price: float,
     stop_loss: float,
     risk_budget_usdt: float,
+    contract_size: float = 1.0,
 ) -> Tuple[Optional[float], Optional[str]]:
     """首仓以损定仓：打到初始止损亏损 = 风险预算。"""
     try:
         entry = float(entry_price)
         sl = float(stop_loss)
         budget = float(risk_budget_usdt)
+        cs = float(contract_size) if contract_size else 1.0
     except (TypeError, ValueError):
         return None, "参数格式错误"
-    if entry <= 0 or sl <= 0 or budget <= 0:
+    if entry <= 0 or sl <= 0 or budget <= 0 or cs <= 0:
         return None, "入场价、止损与风险预算须大于 0"
     direction = (direction or "long").strip().lower()
     if direction == "short":
-        per_unit = sl - entry
+        per_unit = (sl - entry) * cs
         if per_unit <= 0:
             return None, "做空：止损价须高于首仓入场价"
     else:
-        per_unit = entry - sl
+        per_unit = (entry - sl) * cs
         if per_unit <= 0:
             return None, "做多：止损价须低于首仓入场价"
     return budget / per_unit, None
 
 
+def solve_add_amount_for_total_risk(
+    direction: str,
+    qty_existing: float,
+    entry_existing: float,
+    add_price: float,
+    new_stop: float,
+    risk_budget_usdt: float,
+    contract_size: float = 1.0,
+) -> Tuple[Optional[float], Optional[str]]:
+    """合并持仓打到新止损总亏损 = 风险预算，反推本次加仓张数。"""
+    try:
+        q1 = float(qty_existing)
+        e1 = float(entry_existing)
+        e2 = float(add_price)
+        sl = float(new_stop)
+        b = float(risk_budget_usdt)
+        cs = float(contract_size) if contract_size else 1.0
+    except (TypeError, ValueError):
+        return None, "参数格式错误"
+    if q1 <= 0 or e1 <= 0 or e2 <= 0 or b <= 0 or cs <= 0:
+        return None, "持仓或风险预算无效"
+    direction = (direction or "long").strip().lower()
+    if direction == "short":
+        denom = sl - e2
+        numer = b / cs - q1 * (sl - e1)
+        if denom <= 0:
+            return None, "做空：新止损须高于限价加仓价"
+    else:
+        denom = e2 - sl
+        numer = b / cs - q1 * (e1 - sl)
+        if denom <= 0:
+            return None, "做多：新止损须低于限价/市价加仓价"
+    q2 = numer / denom
+    if q2 <= 0:
+        return None, "按当前新止损与总风险%，无需加仓或无法再加（已满足风险上限）"
+    return q2, None
+
+
+def _roll_leg_preview(
+    *,
+    direction: str,
+    qty_existing: float,
+    entry_existing: float,
+    take_profit: float,
+    add_price: float,
+    new_stop_loss: float,
+    risk_budget: float,
+    contract_size: float,
+    amount_precise: Callable[[float], Optional[float]],
+) -> Tuple[Optional[dict[str, Any]], Optional[str]]:
+    direction = (direction or "long").strip().lower()
+    try:
+        tp = float(take_profit)
+        sl = float(new_stop_loss)
+        entry_add = float(add_price)
+        e1 = float(entry_existing)
+    except (TypeError, ValueError):
+        return None, "止损/止盈格式错误"
+    if sl <= 0 or tp <= 0 or entry_add <= 0:
+        return None, "止损与首仓止盈须大于0"
+    if direction == "long":
+        if sl >= entry_add:
+            return None, "做多：新止损须低于加仓价"
+        if tp <= e1:
+            return None, "做多：首仓止盈须高于当前持仓均价参考"
+    else:
+        if sl <= entry_add:
+            return None, "做空：新止损须高于加仓价"
+        if tp >= e1:
+            return None, "做空：首仓止盈须低于当前持仓均价参考"
+
+    q2_raw, err = solve_add_amount_for_total_risk(
+        direction,
+        qty_existing,
+        entry_existing,
+        entry_add,
+        sl,
+        risk_budget,
+        contract_size,
+    )
+    if err:
+        return None, err
+    q2 = amount_precise(float(q2_raw))
+    if q2 is None or q2 <= 0:
+        return None, "加仓张数低于交易所最小精度"
+    new_qty = float(qty_existing) + float(q2)
+    new_avg = (float(qty_existing) * float(entry_existing) + float(q2) * entry_add) / new_qty
+    cs = float(contract_size) if contract_size else 1.0
+    if direction == "long":
+        loss_at_sl = (new_avg - sl) * new_qty * cs
+        reward_at_tp = (tp - new_avg) * new_qty * cs
+    else:
+        loss_at_sl = (sl - new_avg) * new_qty * cs
+        reward_at_tp = (new_avg - tp) * new_qty * cs
+    return {
+        "add_amount_raw": q2,
+        "qty_after": new_qty,
+        "avg_entry_after": new_avg,
+        "add_price": entry_add,
+        "new_stop_loss": sl,
+        "loss_at_sl_usdt": loss_at_sl,
+        "reward_at_tp_usdt": reward_at_tp,
+    }, None
+
+
 def calc_roll_calculator(
     *,
     direction: str,
@@ -214,12 +340,21 @@ def calc_roll_calculator(
     take_profit: float,
     add_legs: list[dict[str, float]] | None = None,
     legs_done: int = 0,
+    exchange_id: str = "0",
+    base: str = "ETH",
 ) -> Tuple[Optional[dict[str, Any]], Optional[str]]:
     """
     滚仓历史测算：首仓自动以损定仓；止盈锁定首仓价；最多 3 次滚仓加仓。
     add_legs: [{add_price, new_stop_loss}, ...]，按顺序链式计算。
     legs_done: 已完成滚仓次数（仅标记，仍参与链式状态推进）。
     """
+    market, amount_precise, merr = _resolve_market(exchange_id, base)
+    if merr or not market or not amount_precise:
+        return None, merr or "无法解析合约"
+    contract_size = float(market.get("contract_size") or 1.0)
+    px_dec = int(market.get("price_decimals") or 4)
+    amt_dec = int(market.get("amount_decimals") or 4)
+
     direction = (direction or "long").strip().lower()
     if direction not in ("long", "short"):
         return None, "方向须为 long 或 short"
@@ -261,34 +396,38 @@ def calc_roll_calculator(
             return None, "做空：止盈价须低于首仓入场价"
 
     risk_budget = capital * (rp / 100.0)
-    qty, err = calc_initial_roll_qty(direction, entry, initial_sl, risk_budget)
+    qty, err = calc_initial_roll_qty(direction, entry, initial_sl, risk_budget, contract_size)
     if err:
         return None, err
     if qty is None or qty <= 0:
         return None, "无法计算首仓张数"
+    qty_p = amount_precise(float(qty))
+    if qty_p is None or qty_p <= 0:
+        return None, "首仓张数低于交易所最小精度"
 
-    qty_f = float(qty)
+    qty_f = float(qty_p)
     avg = entry
     rows: list[dict[str, Any]] = []
+    cs = contract_size
 
     if direction == "long":
-        first_loss = (avg - initial_sl) * qty_f
-        first_profit = (tp - avg) * qty_f
+        first_loss = (avg - initial_sl) * qty_f * cs
+        first_profit = (tp - avg) * qty_f * cs
     else:
-        first_loss = (initial_sl - avg) * qty_f
-        first_profit = (avg - tp) * qty_f
+        first_loss = (initial_sl - avg) * qty_f * cs
+        first_profit = (avg - tp) * qty_f * cs
 
     rows.append(
         {
             "label": "首仓",
             "leg_index": 0,
             "already_done": False,
-            "entry_or_add_price": _round(entry, 8),
-            "stop_loss": _round(initial_sl, 8),
-            "add_contracts": _round(qty_f, 8),
-            "total_contracts": _round(qty_f, 8),
-            "avg_entry": _round(avg, 8),
-            "take_profit": _round(tp, 8),
+            "entry_or_add_price": _round(entry, px_dec),
+            "stop_loss": _round(initial_sl, px_dec),
+            "add_contracts": _round(qty_f, amt_dec),
+            "total_contracts": _round(qty_f, amt_dec),
+            "avg_entry": _round(avg, px_dec),
+            "take_profit": _round(tp, px_dec),
             "loss_at_sl_u": _round(first_loss),
             "profit_at_tp_u": _round(first_profit),
             "rr": _money_rr(first_profit, first_loss),
@@ -300,18 +439,16 @@ def calc_roll_calculator(
 
     for i, leg in enumerate(legs_in):
         leg_no = i + 1
-        preview, err = preview_roll(
+        preview, err = _roll_leg_preview(
             direction=direction,
-            symbol="CALC",
             qty_existing=current_qty,
             entry_existing=current_avg,
-            initial_take_profit=tp,
-            add_mode="market",
-            new_stop_loss=leg["new_stop_loss"],
-            risk_percent=rp,
-            capital_base_usdt=capital,
+            take_profit=tp,
             add_price=leg["add_price"],
-            legs_done=i,
+            new_stop_loss=leg["new_stop_loss"],
+            risk_budget=risk_budget,
+            contract_size=cs,
+            amount_precise=amount_precise,
         )
         if err:
             return None, f"滚仓第 {leg_no} 次：{err}"
@@ -327,12 +464,12 @@ def calc_roll_calculator(
                 "label": f"滚仓{leg_no}",
                 "leg_index": leg_no,
                 "already_done": leg_no <= done,
-                "entry_or_add_price": _round(preview.get("add_price"), 8),
-                "stop_loss": _round(preview.get("new_stop_loss"), 8),
-                "add_contracts": _round(preview.get("add_amount_raw"), 8),
-                "total_contracts": _round(current_qty, 8),
-                "avg_entry": _round(current_avg, 8),
-                "take_profit": _round(tp, 8),
+                "entry_or_add_price": _round(preview.get("add_price"), px_dec),
+                "stop_loss": _round(preview.get("new_stop_loss"), px_dec),
+                "add_contracts": _round(preview.get("add_amount_raw"), amt_dec),
+                "total_contracts": _round(current_qty, amt_dec),
+                "avg_entry": _round(current_avg, px_dec),
+                "take_profit": _round(tp, px_dec),
                 "loss_at_sl_u": _round(loss),
                 "profit_at_tp_u": _round(reward),
                 "rr": _money_rr(reward, loss),
@@ -345,16 +482,17 @@ def calc_roll_calculator(
         "capital_usdt": _round(capital),
         "risk_percent": _round(rp, 2),
         "risk_budget_u": _round(risk_budget),
-        "entry_price": _round(entry, 8),
-        "stop_loss": _round(initial_sl, 8),
-        "take_profit": _round(tp, 8),
+        "entry_price": _round(entry, px_dec),
+        "stop_loss": _round(initial_sl, px_dec),
+        "take_profit": _round(tp, px_dec),
         "legs_done": done,
         "roll_legs_planned": len(legs_in),
-        "first_contracts": _round(qty_f, 8),
+        "first_contracts": _round(qty_f, amt_dec),
         "final_contracts": last.get("total_contracts"),
         "final_avg_entry": last.get("avg_entry"),
         "final_loss_at_sl_u": last.get("loss_at_sl_u"),
         "final_profit_at_tp_u": last.get("profit_at_tp_u"),
         "final_rr": last.get("rr"),
+        "market": market,
         "rows": rows,
     }, None
diff --git a/hub_calculator_market_lib.py b/hub_calculator_market_lib.py
new file mode 100644
index 0000000..d268c21
--- /dev/null
+++ b/hub_calculator_market_lib.py
@@ -0,0 +1,246 @@
+"""计算器：从已配置交易实例读取 USDT 永续合约精度与张数规则。"""
+
+from __future__ import annotations
+
+import threading
+import time
+from typing import Any, Callable, Optional, Tuple
+from urllib.parse import urlencode
+
+import httpx
+
+from manual_trading_hub.settings_store import enabled_exchanges, load_settings
+
+MARKET_CACHE: dict[str, tuple[float, dict[str, Any]]] = {}
+MARKET_LOCK = threading.Lock()
+MARKET_TTL_SEC = 300.0
+HUB_FLASK_TIMEOUT = float(__import__("os").getenv("HUB_FLASK_TIMEOUT", "12"))
+
+
+def normalize_base_symbol(text: str) -> str:
+    s = str(text or "").upper().strip()
+    for suf in ("USDT:USDT", "/USDT:USDT", "/USDT", "USDT", "-USDT-SWAP"):
+        if s.endswith(suf) and len(s) > len(suf):
+            s = s[: -len(suf)].strip("-/")
+            break
+    if "/" in s:
+        s = s.split("/", 1)[0].strip()
+    if ":" in s:
+        s = s.split(":", 1)[0].strip()
+    return s
+
+
+def resolve_usdt_perp_symbol(exchange: Any, base: str) -> Tuple[Optional[str], Optional[str]]:
+    base_u = normalize_base_symbol(base)
+    if not base_u:
+        return None, "请输入币种，如 ETH"
+    candidates = [f"{base_u}/USDT:USDT", f"{base_u}/USDT"]
+    markets = getattr(exchange, "markets", None) or {}
+    for sym in candidates:
+        m = markets.get(sym)
+        if not m:
+            continue
+        if m.get("active") is False:
+            continue
+        if m.get("swap") or m.get("linear") or m.get("contract"):
+            return sym, None
+    for sym, m in markets.items():
+        if m.get("active") is False:
+            continue
+        if not (m.get("swap") or m.get("linear")):
+            continue
+        if (m.get("quote") or "").upper() != "USDT":
+            continue
+        if (m.get("base") or "").upper() == base_u:
+            return sym, None
+    return None, f"未找到 {base_u}/USDT 永续合约"
+
+
+def _decimals_from_precision_value(value: Any) -> Optional[int]:
+    if value in (None, ""):
+        return None
+    try:
+        p = float(value)
+    except (TypeError, ValueError):
+        return None
+    if p >= 1 and abs(p - round(p)) < 1e-9 and p <= 12:
+        return int(round(p))
+    if 0 < p < 1:
+        s = f"{p:.12f}".rstrip("0")
+        if "." in s:
+            return min(12, len(s.split(".", 1)[1]))
+    return None
+
+
+def _decimals_from_ccxt_str(text: str) -> int:
+    s = str(text or "").strip()
+    if not s or "." not in s:
+        return 0
+    frac = s.split(".", 1)[1]
+    if not frac:
+        return 0
+    return min(12, len(frac.rstrip("0") or frac))
+
+
+def amount_decimals_from_exchange(exchange: Any, exchange_symbol: str) -> int:
+    try:
+        return _decimals_from_ccxt_str(exchange.amount_to_precision(exchange_symbol, 1.23456789))
+    except Exception:
+        market = exchange.market(exchange_symbol)
+        prec = (market.get("precision") or {}).get("amount")
+        d = _decimals_from_precision_value(prec)
+        return d if d is not None else 4
+
+
+def price_decimals_from_exchange(
+    exchange: Any, exchange_symbol: str, price_tick: Optional[float]
+) -> int:
+    from hub_ohlcv_lib import normalize_price_tick
+
+    tick = normalize_price_tick(price_tick)
+    if tick and tick > 0:
+        if tick >= 1:
+            return 0
+        s = f"{tick:.12f}".rstrip("0")
+        if "." in s:
+            return min(12, len(s.split(".", 1)[1]))
+    try:
+        return _decimals_from_ccxt_str(exchange.price_to_precision(exchange_symbol, 12345.678901234))
+    except Exception:
+        market = exchange.market(exchange_symbol)
+        prec = (market.get("precision") or {}).get("price")
+        d = _decimals_from_precision_value(prec)
+        return d if d is not None else 4
+
+
+def make_amount_precise_fn_from_market(market: dict[str, Any]) -> Callable[[float], Optional[float]]:
+    dec = max(0, int(market.get("amount_decimals") or 4))
+    min_amt = market.get("min_amount")
+
+    def _fn(amount: float) -> Optional[float]:
+        try:
+            v = float(amount)
+        except (TypeError, ValueError):
+            return None
+        if v <= 0:
+            return None
+        factor = 10**dec
+        v = int(v * factor + 1e-12) / factor
+        if min_amt is not None:
+            try:
+                if v < float(min_amt):
+                    return None
+            except (TypeError, ValueError):
+                pass
+        if v <= 0:
+            return None
+        return v
+
+    return _fn
+
+
+def find_exchange(exchange_id: str) -> dict | None:
+    needle = str(exchange_id or "").strip()
+    if not needle:
+        return None
+    for ex in load_settings().get("exchanges") or []:
+        if str(ex.get("id") or "").strip() == needle:
+            return ex
+        if str(ex.get("key") or "").strip().lower() == needle.lower():
+            return ex
+    return None
+
+
+def list_calculator_exchanges() -> list[dict[str, Any]]:
+    rows: list[dict[str, Any]] = []
+    for ex in enabled_exchanges():
+        rows.append(
+            {
+                "id": str(ex.get("id") or ""),
+                "key": str(ex.get("key") or ""),
+                "name": str(ex.get("name") or ex.get("key") or ""),
+                "enabled": bool(ex.get("enabled")),
+            }
+        )
+    return rows
+
+
+def _hub_headers() -> dict[str, str]:
+    import os
+
+    token = (os.getenv("HUB_BRIDGE_TOKEN") or "").strip()
+    if token:
+        return {"X-Hub-Bridge-Token": token}
+    return {}
+
+
+def fetch_instance_market_sync(ex: dict, *, base: str) -> dict[str, Any]:
+    base_url = (ex.get("flask_url") or "").rstrip("/")
+    if not base_url:
+        return {"ok": False, "msg": "未配置 flask_url"}
+    params = urlencode({"base": normalize_base_symbol(base) or base})
+    url = f"{base_url}/api/hub/market?{params}"
+    try:
+        with httpx.Client(timeout=HUB_FLASK_TIMEOUT) as client:
+            r = client.get(url, headers=_hub_headers())
+        if r.status_code >= 400:
+            try:
+                body = r.json()
+            except Exception:
+                body = {"ok": False, "msg": r.text or f"HTTP {r.status_code}"}
+            if isinstance(body, dict):
+                body.setdefault("ok", False)
+                return body
+            return {"ok": False, "msg": f"HTTP {r.status_code}"}
+        data = r.json() if r.content else {}
+        return data if isinstance(data, dict) else {"ok": False, "msg": "无效 JSON"}
+    except Exception as exc:
+        return {"ok": False, "msg": str(exc)}
+
+
+def _enrich_market_from_settings(ex: dict, payload: dict[str, Any]) -> dict[str, Any]:
+    out = dict(payload)
+    out["exchange_id"] = str(ex.get("id") or "")
+    out["exchange_key"] = str(ex.get("key") or "")
+    out["exchange_name"] = str(ex.get("name") or ex.get("key") or "")
+    out["exchange_label"] = out["exchange_name"]
+    return out
+
+
+def get_calculator_market(
+    exchange_id: str,
+    base: str,
+    *,
+    ex: dict | None = None,
+) -> Tuple[Optional[dict[str, Any]], Optional[str]]:
+    """从系统设置中的交易实例拉取合约精度（与实盘一致）。"""
+    row = ex or find_exchange(exchange_id)
+    if not row:
+        return None, "未找到该交易所配置"
+    if not row.get("enabled"):
+        return None, f"{row.get('name') or exchange_id} 未启用"
+
+    base_u = normalize_base_symbol(base)
+    if not base_u:
+        return None, "请输入币种，如 ETH"
+
+    cache_key = f"{row.get('id')}:{base_u}"
+    now = time.time()
+    with MARKET_LOCK:
+        cached = MARKET_CACHE.get(cache_key)
+        if cached and now - cached[0] < MARKET_TTL_SEC:
+            return dict(cached[1]), None
+
+    remote = fetch_instance_market_sync(row, base=base_u)
+    if not remote.get("ok"):
+        return None, str(remote.get("msg") or "实例返回失败")
+
+    data = _enrich_market_from_settings(row, remote)
+    with MARKET_LOCK:
+        MARKET_CACHE[cache_key] = (now, data)
+    return data, None
+
+
+def clear_market_cache() -> None:
+    with MARKET_LOCK:
+        MARKET_CACHE.clear()
diff --git a/hub_market_info_lib.py b/hub_market_info_lib.py
new file mode 100644
index 0000000..6b76d7c
--- /dev/null
+++ b/hub_market_info_lib.py
@@ -0,0 +1,81 @@
+"""实例 USDT 永续合约信息（与实盘 ccxt 精度一致）。"""
+
+from __future__ import annotations
+
+from typing import Any, Callable, Optional, Tuple
+
+from hub_calculator_market_lib import (
+    amount_decimals_from_exchange,
+    normalize_base_symbol,
+    price_decimals_from_exchange,
+    resolve_usdt_perp_symbol,
+)
+from hub_ohlcv_lib import normalize_price_tick, price_tick_from_market
+
+
+def fetch_usdt_swap_market_info(
+    *,
+    base_or_symbol: str,
+    normalize_symbol_input: Callable[[str], str],
+    normalize_exchange_symbol: Callable[[str], str],
+    ensure_markets_loaded: Callable[[], None],
+    exchange: Any,
+    exchange_id: str = "",
+) -> dict[str, Any]:
+    """供各实例 /api/hub/market 调用。"""
+    raw = str(base_or_symbol or "").strip()
+    if not raw:
+        return {"ok": False, "msg": "请输入币种，如 ETH"}
+
+    try:
+        ensure_markets_loaded()
+    except Exception as exc:
+        return {"ok": False, "msg": f"加载市场失败: {exc}"}
+
+    base_u = normalize_base_symbol(raw)
+    hub_sym = normalize_symbol_input(raw if base_u else raw)
+    try:
+        ex_sym = normalize_exchange_symbol(hub_sym)
+    except Exception:
+        ex_sym = hub_sym
+
+    sym, err = resolve_usdt_perp_symbol(exchange, base_u or hub_sym)
+    if err and ex_sym:
+        markets = getattr(exchange, "markets", None) or {}
+        if ex_sym in markets:
+            sym = ex_sym
+            err = None
+    if err or not sym:
+        return {"ok": False, "msg": err or f"未找到 {base_u or raw}/USDT 永续合约"}
+
+    market = exchange.market(sym)
+    try:
+        contract_size = float(market.get("contractSize") or 1.0)
+    except (TypeError, ValueError):
+        contract_size = 1.0
+    if contract_size <= 0:
+        contract_size = 1.0
+
+    price_tick = normalize_price_tick(price_tick_from_market(exchange, sym))
+    amt_dec = amount_decimals_from_exchange(exchange, sym)
+    px_dec = price_decimals_from_exchange(exchange, sym, price_tick)
+    min_amount = None
+    try:
+        min_amount = float((market.get("limits") or {}).get("amount", {}).get("min"))
+    except (TypeError, ValueError):
+        min_amount = None
+
+    base_out = (market.get("base") or base_u or "").upper() or base_u
+    return {
+        "ok": True,
+        "exchange": (exchange_id or "").strip().lower(),
+        "base": base_out,
+        "exchange_symbol": sym,
+        "display_symbol": f"{base_out}/USDT" if base_out else sym,
+        "contract_size": contract_size,
+        "price_tick": price_tick,
+        "price_decimals": px_dec,
+        "amount_decimals": amt_dec,
+        "min_amount": min_amount,
+    }
+
diff --git a/manual_trading_hub/hub.py b/manual_trading_hub/hub.py
index 91ad56c..3f68cbb 100644
--- a/manual_trading_hub/hub.py
+++ b/manual_trading_hub/hub.py
@@ -831,7 +831,8 @@ class TrendCalculatorBody(BaseModel):
     add_upper: float = Field(gt=0)
     take_profit: float = Field(gt=0)
     dca_legs: int = Field(default=5, ge=1, le=20)
-    contract_size: float = Field(default=1.0, gt=0)
+    exchange_id: str = "0"
+    base: str = "ETH"
 
 
 class RollAddLegBody(BaseModel):
@@ -848,6 +849,25 @@ class RollCalculatorBody(BaseModel):
     take_profit: float = Field(gt=0)
     add_legs: list[RollAddLegBody] = Field(default_factory=list, max_length=3)
     legs_done: int = Field(default=0, ge=0, le=3)
+    exchange_id: str = "0"
+    base: str = "ETH"
+
+
+@app.get("/api/calculator/exchanges")
+def api_calculator_exchanges():
+    from hub_calculator_market_lib import list_calculator_exchanges
+
+    return {"ok": True, "data": list_calculator_exchanges()}
+
+
+@app.get("/api/calculator/market")
+def api_calculator_market(exchange_id: str = "0", base: str = "ETH"):
+    from hub_calculator_market_lib import get_calculator_market
+
+    data, err = get_calculator_market(exchange_id, base)
+    if err:
+        return JSONResponse({"ok": False, "msg": err}, status_code=400)
+    return {"ok": True, "data": data}
 
 
 @app.post("/api/calculator/trend")
@@ -864,7 +884,8 @@ def api_calculator_trend(body: TrendCalculatorBody):
         add_upper=body.add_upper,
         take_profit=body.take_profit,
         dca_legs=body.dca_legs,
-        contract_size=body.contract_size,
+        exchange_id=body.exchange_id,
+        base=body.base,
     )
     if err:
         return JSONResponse({"ok": False, "msg": err}, status_code=400)
@@ -884,6 +905,8 @@ def api_calculator_roll(body: RollCalculatorBody):
         take_profit=body.take_profit,
         add_legs=[leg.model_dump() for leg in body.add_legs],
         legs_done=body.legs_done,
+        exchange_id=body.exchange_id,
+        base=body.base,
     )
     if err:
         return JSONResponse({"ok": False, "msg": err}, status_code=400)
diff --git a/manual_trading_hub/static/app.css b/manual_trading_hub/static/app.css
index 3adf9bb..b74bd8b 100644
--- a/manual_trading_hub/static/app.css
+++ b/manual_trading_hub/static/app.css
@@ -6845,6 +6845,8 @@ body.funds-fullscreen-open {
 
 .calc-field input,
 .calc-field select {
+  width: 100%;
+  box-sizing: border-box;
   background: var(--bg-elevated);
   border: 1px solid var(--border);
   color: var(--text);
@@ -6854,6 +6856,28 @@ body.funds-fullscreen-open {
   font-family: var(--mono);
 }
 
+.calc-field-span2 {
+  grid-column: 1 / -1;
+}
+
+.calc-market-info {
+  padding: 0.55rem 0.55rem 0.55rem 0.75rem;
+  border-radius: 8px;
+  background: rgba(255, 255, 255, 0.04);
+  border: 1px solid rgba(255, 255, 255, 0.08);
+  font-size: 0.82rem;
+  line-height: 1.45;
+  color: var(--muted, #9aa4b2);
+}
+
+.calc-market-info strong {
+  color: var(--text, #e8ecf1);
+}
+
+.calc-market-err {
+  color: #f87171;
+}
+
 .calc-actions {
   margin-top: 12px;
 }
diff --git a/manual_trading_hub/static/calculator.js b/manual_trading_hub/static/calculator.js
index fe9acc6..05c1484 100644
--- a/manual_trading_hub/static/calculator.js
+++ b/manual_trading_hub/static/calculator.js
@@ -6,6 +6,8 @@
   if (!page) return;
 
   let inited = false;
+  const marketCache = {};
+  let calculatorExchanges = [];
 
   function $(id) {
     return document.getElementById(id);
@@ -16,7 +18,7 @@
       .replace(/&/g, "&amp;")
       .replace(/</g, "&lt;")
       .replace(/>/g, "&gt;")
-      .replace(/"/g, "&quot;");
+      .replace(/\"/g, "&quot;");
   }
 
   function num(id) {
@@ -26,6 +28,12 @@
     return Number.isFinite(n) ? n : null;
   }
 
+  function text(id) {
+    const el = $(id);
+    if (!el) return "";
+    return String(el.value || "").trim();
+  }
+
   function fmt(v, digits) {
     if (v == null || v === "") return "—";
     const n = Number(v);
@@ -47,16 +55,160 @@
     return n > 0 ? "calc-pnl-profit" : "calc-pnl-loss";
   }
 
+  function decimalsFromMarket(data) {
+    if (!data || !data.market) return { price: 4, amount: 4 };
+    return {
+      price: Number(data.market.price_decimals),
+      amount: Number(data.market.amount_decimals),
+    };
+  }
+
+  function fmtMarketInfo(market, err) {
+    if (err) {
+      return '<span class="calc-market-err">' + esc(err) + "</span>";
+    }
+    if (!market) return "—";
+    const inst = market.exchange_name ? esc(market.exchange_name) + " · " : "";
+    const parts = [
+      inst + "<strong>" + esc(market.display_symbol || market.base || "") + "</strong> 永续",
+      "合约 " + esc(market.exchange_symbol || ""),
+      "乘数 " + fmt(market.contract_size, 8),
+      "价格精度 " + fmt(market.price_tick != null ? market.price_tick : Math.pow(10, -(market.price_decimals || 0))),
+      "张数精度 " + fmt(Math.pow(10, -(market.amount_decimals || 0))),
+    ];
+    if (market.min_amount != null) {
+      parts.push("最小张数 " + fmt(market.min_amount, market.amount_decimals));
+    }
+    return parts.join(" · ");
+  }
+
+  function applyMarketSteps(prefix, market) {
+    const pxStep =
+      market && market.price_tick != null && Number(market.price_tick) > 0
+        ? String(market.price_tick)
+        : market && market.price_decimals != null
+          ? String(Math.pow(10, -Number(market.price_decimals)))
+          : "any";
+    const amtStep =
+      market && market.amount_decimals != null
+        ? String(Math.pow(10, -Number(market.amount_decimals)))
+        : "any";
+    page.querySelectorAll("#" + prefix + "-form input[type='number']").forEach(function (el) {
+      if (el.classList.contains("calc-roll-leg-add") || el.classList.contains("calc-roll-leg-stop")) {
+        el.step = pxStep;
+        return;
+      }
+      if (el.id === prefix + "-capital" || el.id === prefix + "-risk" || el.id === prefix + "-leverage") {
+        return;
+      }
+      if (el.id === prefix + "-dca-legs" || el.id === prefix + "-legs-done") {
+        return;
+      }
+      el.step = pxStep;
+    });
+    page.querySelectorAll(".calc-roll-leg-add, .calc-roll-leg-stop").forEach(function (el) {
+      el.step = pxStep;
+    });
+    void amtStep;
+  }
+
+  async function refreshMarket(prefix) {
+    const exchangeEl = $(prefix + "-exchange");
+    const baseEl = $(prefix + "-base");
+    const infoEl = $(prefix + "-market-info");
+    if (!exchangeEl || !baseEl || !infoEl) return null;
+    const exchangeId = exchangeEl.value || (calculatorExchanges[0] && calculatorExchanges[0].id) || "0";
+    const base = text(prefix + "-base") || "ETH";
+    const cacheKey = exchangeId + ":" + base.toUpperCase();
+    infoEl.innerHTML = "加载合约信息…";
+    try {
+      const r = await fetch(
+        "/api/calculator/market?exchange_id=" +
+          encodeURIComponent(exchangeId) +
+          "&base=" +
+          encodeURIComponent(base),
+        { credentials: "same-origin" }
+      );
+      const j = await r.json();
+      if (!j.ok) {
+        infoEl.innerHTML = fmtMarketInfo(null, j.msg || "加载失败");
+        marketCache[prefix] = null;
+        return null;
+      }
+      marketCache[prefix] = j.data;
+      marketCache[cacheKey] = j.data;
+      infoEl.innerHTML = fmtMarketInfo(j.data, null);
+      applyMarketSteps(prefix, j.data);
+      return j.data;
+    } catch (err) {
+      infoEl.innerHTML = fmtMarketInfo(null, String(err));
+      marketCache[prefix] = null;
+      return null;
+    }
+  }
+
+  function fillExchangeSelect(selectEl, selectedId) {
+    if (!selectEl) return;
+    selectEl.innerHTML = "";
+    if (!calculatorExchanges.length) {
+      selectEl.innerHTML = '<option value="">无已启用交易所</option>';
+      return;
+    }
+    calculatorExchanges.forEach(function (ex) {
+      const opt = document.createElement("option");
+      opt.value = String(ex.id);
+      opt.textContent = ex.name || ex.key || ex.id;
+      selectEl.appendChild(opt);
+    });
+    const want = selectedId != null ? String(selectedId) : String(calculatorExchanges[0].id);
+    if ([].some.call(selectEl.options, function (o) { return o.value === want; })) {
+      selectEl.value = want;
+    }
+  }
+
+  async function loadCalculatorExchanges() {
+    try {
+      const r = await fetch("/api/calculator/exchanges", { credentials: "same-origin" });
+      const j = await r.json();
+      calculatorExchanges = (j.ok && j.data) || [];
+    } catch (_err) {
+      calculatorExchanges = [];
+    }
+    fillExchangeSelect($("calc-trend-exchange"));
+    fillExchangeSelect($("calc-roll-exchange"));
+  }
+
+  function bindMarket(prefix) {
+    const exchangeEl = $(prefix + "-exchange");
+    const baseEl = $(prefix + "-base");
+    if (!exchangeEl || !baseEl) return;
+    const run = function () {
+      void refreshMarket(prefix);
+    };
+    if (!exchangeEl._calcMarketBound) {
+      exchangeEl._calcMarketBound = true;
+      exchangeEl.addEventListener("change", run);
+    }
+    if (!baseEl._calcMarketBound) {
+      baseEl._calcMarketBound = true;
+      baseEl.addEventListener("change", run);
+      baseEl.addEventListener("blur", run);
+    }
+    run();
+  }
+
   function syncTrendAddLabel() {
     const dir = ($("calc-trend-direction") && $("calc-trend-direction").value) || "long";
     const lab = $("calc-trend-add-label");
     if (lab) lab.textContent = dir === "short" ? "补仓下沿价" : "补仓上沿价";
   }
 
-  function renderTrendTable(rows) {
+  function renderTrendTable(rows, dec) {
     if (!rows || !rows.length) {
       return '<p class="calc-empty">无档位数据</p>';
     }
+    const px = dec.price != null ? dec.price : 4;
+    const amt = dec.amount != null ? dec.amount : 4;
     let html =
       '<div class="calc-table-wrap"><table class="calc-table"><thead><tr>' +
       "<th>档位</th><th>触发价</th><th>张数</th><th>加仓后均价</th><th>止盈盈利</th><th>止损金额</th><th>盈亏比</th>" +
@@ -68,13 +220,13 @@
         esc(r.label) +
         "</td>" +
         "<td>" +
-        fmt(r.price, 4) +
+        fmt(r.price, px) +
         "</td>" +
         "<td>" +
-        fmt(r.contracts, 4) +
+        fmt(r.contracts, amt) +
         "</td>" +
         "<td>" +
-        fmt(r.avg_entry, 4) +
+        fmt(r.avg_entry, px) +
         "</td>" +
         '<td class="' +
         pnlClass(r.profit_u) +
@@ -96,9 +248,13 @@
   function renderTrendResult(data) {
     const box = $("calc-trend-result");
     if (!box) return;
+    const dec = decimalsFromMarket(data);
     box.classList.remove("hidden");
     box.innerHTML =
       '<div class="calc-summary">' +
+      "<div><span>合约</span><strong>" +
+      esc((data.market && data.market.display_symbol) || "—") +
+      "</strong></div>" +
       "<div><span>计划保证金</span><strong>" +
       fmt(data.plan_margin_u, 2) +
       "U</strong></div>" +
@@ -106,10 +262,10 @@
       fmt(data.risk_budget_u, 2) +
       "U</strong></div>" +
       "<div><span>总张数</span><strong>" +
-      fmt(data.target_contracts, 4) +
+      fmt(data.target_contracts, dec.amount) +
       "</strong></div>" +
       "<div><span>首仓张数</span><strong>" +
-      fmt(data.first_contracts, 4) +
+      fmt(data.first_contracts, dec.amount) +
       "</strong></div>" +
       '<div><span>首仓止盈盈利</span><strong class="' +
       pnlClass(data.first_profit_u) +
@@ -120,16 +276,19 @@
       (data.first_rr != null ? fmt(data.first_rr, 2) + ":1" : "—") +
       "</strong></div>" +
       "</div>" +
-      renderTrendTable(data.rows);
+      renderTrendTable(data.rows, dec);
   }
 
   function renderRollResult(data) {
     const box = $("calc-roll-result");
     if (!box) return;
+    const dec = decimalsFromMarket(data);
+    const px = dec.price != null ? dec.price : 4;
+    const amt = dec.amount != null ? dec.amount : 4;
     box.classList.remove("hidden");
     let table =
       '<div class="calc-table-wrap"><table class="calc-table"><thead><tr>' +
-      "<th>阶段</th><th>入场/加仓价</th><th>统一止损</th><th>本次张数</th><th>累计张数</th><th>均价</th><th>止损亏损</th><th>止盈盈利</th><th>盈亏比</th>" +
+      "<th>阶段</th><th>入场/加仓价</th><th>统一止损</th><th>本次张数</th><th>累计张数</th><th>均价</th><th>打到止损总亏</th><th>止盈盈利</th><th>盈亏比</th>" +
       "</tr></thead><tbody>";
     (data.rows || []).forEach(function (r) {
       const tag = r.already_done ? ' <span class="calc-done-tag">已完成</span>' : "";
@@ -140,19 +299,19 @@
         tag +
         "</td>" +
         "<td>" +
-        fmt(r.entry_or_add_price, 4) +
+        fmt(r.entry_or_add_price, px) +
         "</td>" +
         "<td>" +
-        fmt(r.stop_loss, 4) +
+        fmt(r.stop_loss, px) +
         "</td>" +
         "<td>" +
-        fmt(r.add_contracts, 4) +
+        fmt(r.add_contracts, amt) +
         "</td>" +
         "<td>" +
-        fmt(r.total_contracts, 4) +
+        fmt(r.total_contracts, amt) +
         "</td>" +
         "<td>" +
-        fmt(r.avg_entry, 4) +
+        fmt(r.avg_entry, px) +
         "</td>" +
         '<td class="calc-pnl-loss">' +
         fmtU(-Math.abs(Number(r.loss_at_sl_u) || 0)) +
@@ -170,17 +329,20 @@
     table += "</tbody></table></div>";
     box.innerHTML =
       '<div class="calc-summary">' +
+      "<div><span>合约</span><strong>" +
+      esc((data.market && data.market.display_symbol) || "—") +
+      "</strong></div>" +
       "<div><span>单次风险预算</span><strong>" +
       fmt(data.risk_budget_u, 2) +
       "U</strong></div>" +
       "<div><span>首仓张数（自动）</span><strong>" +
-      fmt(data.first_contracts, 4) +
+      fmt(data.first_contracts, amt) +
       "</strong></div>" +
       "<div><span>最终累计张数</span><strong>" +
-      fmt(data.final_contracts, 4) +
+      fmt(data.final_contracts, amt) +
       "</strong></div>" +
       "<div><span>最终均价</span><strong>" +
-      fmt(data.final_avg_entry, 4) +
+      fmt(data.final_avg_entry, px) +
       "</strong></div>" +
       '<div><span>最终止盈盈利</span><strong class="' +
       pnlClass(data.final_profit_at_tp_u) +
@@ -209,6 +371,7 @@
   }
 
   function rollLegRowHtml(index) {
+    const step = (marketCache["calc-roll"] && marketCache["calc-roll"].price_tick) || "any";
     return (
       '<div class="calc-roll-leg" data-leg-index="' +
       index +
@@ -217,8 +380,12 @@
       index +
       "</div>" +
       '<div class="calc-roll-leg-grid">' +
-      '<label class="calc-field"><span>加仓价</span><input type="number" class="calc-roll-leg-add" min="0" step="any" required /></label>' +
-      '<label class="calc-field"><span>新统一止损</span><input type="number" class="calc-roll-leg-stop" min="0" step="any" required /></label>' +
+      '<label class="calc-field"><span>加仓价</span><input type="number" class="calc-roll-leg-add" min="0" step="' +
+      esc(step) +
+      '" required /></label>' +
+      '<label class="calc-field"><span>新统一止损</span><input type="number" class="calc-roll-leg-stop" min="0" step="' +
+      esc(step) +
+      '" required /></label>' +
       "</div>" +
       '<button type="button" class="ghost danger calc-roll-leg-remove">删除</button>' +
       "</div>"
@@ -303,6 +470,8 @@
     e.preventDefault();
     const body = {
       direction: ($("calc-trend-direction") && $("calc-trend-direction").value) || "long",
+      exchange_id: ($("calc-trend-exchange") && $("calc-trend-exchange").value) || "0",
+      base: text("calc-trend-base") || "ETH",
       capital_usdt: num("calc-trend-capital"),
       risk_percent: num("calc-trend-risk"),
       leverage: num("calc-trend-leverage"),
@@ -311,7 +480,6 @@
       add_upper: num("calc-trend-add-upper"),
       take_profit: num("calc-trend-tp"),
       dca_legs: num("calc-trend-dca-legs") || 5,
-      contract_size: num("calc-trend-contract-size") || 1,
     };
     try {
       const r = await fetch("/api/calculator/trend", {
@@ -335,6 +503,8 @@
     e.preventDefault();
     const body = {
       direction: ($("calc-roll-direction") && $("calc-roll-direction").value) || "long",
+      exchange_id: ($("calc-roll-exchange") && $("calc-roll-exchange").value) || "0",
+      base: text("calc-roll-base") || "ETH",
       capital_usdt: num("calc-roll-capital"),
       risk_percent: num("calc-roll-risk"),
       entry_price: num("calc-roll-entry"),
@@ -361,9 +531,10 @@
     }
   }
 
-  function bindOnce() {
+  async function bindOnce() {
     if (inited) return;
     inited = true;
+    await loadCalculatorExchanges();
     const trendForm = $("calc-trend-form");
     const rollForm = $("calc-roll-form");
     const dirSel = $("calc-trend-direction");
@@ -374,10 +545,14 @@
       syncTrendAddLabel();
     }
     bindRollLegsUI();
+    bindMarket("calc-trend");
+    bindMarket("calc-roll");
   }
 
   window.hubCalculatorPage = {
-    init: bindOnce,
+    init: function () {
+      bindOnce();
+    },
     destroy: function () {},
   };
 })();
diff --git a/manual_trading_hub/static/index.html b/manual_trading_hub/static/index.html
index 1e6678f..e9e3bea 100644
--- a/manual_trading_hub/static/index.html
+++ b/manual_trading_hub/static/index.html
@@ -707,6 +707,17 @@
           <p class="calc-hint">逻辑与实例策略页一致：首仓 50% + 补仓网格；止损金额 = 资金 × 风险%。</p>
           <form id="calc-trend-form" class="calc-form">
             <div class="calc-form-grid">
+              <label class="calc-field">
+                <span>交易所</span>
+                <select id="calc-trend-exchange" required></select>
+              </label>
+              <label class="calc-field">
+                <span>币种</span>
+                <input id="calc-trend-base" type="text" value="ETH" placeholder="如 ETH" required autocomplete="off" />
+              </label>
+              <div class="calc-field calc-field-span2">
+                <div id="calc-trend-market-info" class="calc-market-info">ETH/USDT · 加载合约信息…</div>
+              </div>
               <label class="calc-field">
                 <span>交易资金 (U)</span>
                 <input id="calc-trend-capital" type="number" min="0.01" step="any" value="1000" required />
@@ -746,10 +757,6 @@
                 <span>补仓档数</span>
                 <input id="calc-trend-dca-legs" type="number" min="1" max="20" step="1" value="5" />
               </label>
-              <label class="calc-field">
-                <span>合约乘数</span>
-                <input id="calc-trend-contract-size" type="number" min="0.0001" step="any" value="1" title="USDT 线性合约默认 1" />
-              </label>
             </div>
             <div class="calc-actions">
               <button type="submit" class="primary">计算</button>
@@ -763,6 +770,17 @@
           <p class="calc-hint">首仓按「单次风险」以损定仓；每次滚仓后合并持仓打到新止损 ≈ 单次风险；止盈锁定首仓价不变。最多 3 次滚仓。</p>
           <form id="calc-roll-form" class="calc-form">
             <div class="calc-form-grid">
+              <label class="calc-field">
+                <span>交易所</span>
+                <select id="calc-roll-exchange" required></select>
+              </label>
+              <label class="calc-field">
+                <span>币种</span>
+                <input id="calc-roll-base" type="text" value="ETH" placeholder="如 ETH" required autocomplete="off" />
+              </label>
+              <div class="calc-field calc-field-span2">
+                <div id="calc-roll-market-info" class="calc-market-info">ETH/USDT · 加载合约信息…</div>
+              </div>
               <label class="calc-field">
                 <span>交易资金 (U)</span>
                 <input id="calc-roll-capital" type="number" min="0.01" step="any" value="1000" required />
diff --git a/tests/test_hub_calculator_lib.py b/tests/test_hub_calculator_lib.py
index 45159a5..ef43206 100644
--- a/tests/test_hub_calculator_lib.py
+++ b/tests/test_hub_calculator_lib.py
@@ -1,111 +1,162 @@
 """hub_calculator_lib 测算逻辑。"""
 
+import unittest
+from unittest.mock import patch
+
 from hub_calculator_lib import (
     calc_initial_roll_qty,
     calc_roll_calculator,
     calc_trend_calculator,
+    solve_add_amount_for_total_risk,
 )
 
-
-def test_trend_calculator_long_basic():
-    data, err = calc_trend_calculator(
-        direction="long",
-        capital_usdt=1000,
-        risk_percent=5,
-        leverage=5,
-        entry_price=100,
-        stop_loss=95,
-        add_upper=110,
-        take_profit=120,
-        dca_legs=3,
-        contract_size=1,
-    )
-    assert err is None
-    assert data is not None
-    assert data["risk_budget_u"] == 50.0
-    assert len(data["rows"]) >= 2
-    assert data["rows"][0]["label"] == "首仓"
+MOCK_MARKET = {
+    "exchange_id": "0",
+    "exchange_key": "binance",
+    "exchange_name": "币安 · crypto_monitor_binance",
+    "exchange_label": "币安 · crypto_monitor_binance",
+    "base": "ETH",
+    "exchange_symbol": "ETH/USDT:USDT",
+    "display_symbol": "ETH/USDT",
+    "contract_size": 1.0,
+    "price_tick": 0.01,
+    "price_decimals": 2,
+    "amount_decimals": 3,
+    "min_amount": 0.001,
+}
 
 
-def test_trend_calculator_short_rejects_bad_bounds():
-    data, err = calc_trend_calculator(
-        direction="short",
-        capital_usdt=1000,
-        risk_percent=5,
-        leverage=5,
-        entry_price=100,
-        stop_loss=90,
-        add_upper=110,
-        take_profit=80,
-        dca_legs=3,
-    )
-    assert data is None
-    assert err is not None
+def _mock_resolve(_exchange="binance", _base="ETH"):
+    return MOCK_MARKET, lambda amount: round(float(amount), 3), None
 
 
-def test_roll_calculator_first_leg_auto():
-    data, err = calc_roll_calculator(
-        direction="long",
-        capital_usdt=1000,
-        risk_percent=5,
-        entry_price=100,
-        stop_loss=95,
-        take_profit=120,
-        add_legs=[],
-        legs_done=0,
-    )
-    assert err is None
-    assert data is not None
-    assert data["first_contracts"] == 10.0
-    assert len(data["rows"]) == 1
-    assert data["rows"][0]["loss_at_sl_u"] == 50.0
-    assert data["rows"][0]["profit_at_tp_u"] == 200.0
+class HubCalculatorLibTests(unittest.TestCase):
+    @patch("hub_calculator_lib._resolve_market", return_value=_mock_resolve())
+    def test_trend_calculator_long_basic(self, _mock):
+        data, err = calc_trend_calculator(
+            direction="long",
+            capital_usdt=1000,
+            risk_percent=5,
+            leverage=5,
+            entry_price=100,
+            stop_loss=95,
+            add_upper=110,
+            take_profit=120,
+            dca_legs=3,
+            exchange_id="0",
+            base="ETH",
+        )
+        self.assertIsNone(err)
+        self.assertIsNotNone(data)
+        assert data is not None
+        self.assertEqual(data["risk_budget_u"], 50.0)
+        self.assertGreaterEqual(len(data["rows"]), 2)
+        self.assertEqual(data["rows"][0]["label"], "首仓")
+        self.assertEqual(data["market"]["display_symbol"], "ETH/USDT")
+
+    @patch("hub_calculator_lib._resolve_market", return_value=_mock_resolve())
+    def test_trend_calculator_short_rejects_bad_bounds(self, _mock):
+        data, err = calc_trend_calculator(
+            direction="short",
+            capital_usdt=1000,
+            risk_percent=5,
+            leverage=5,
+            entry_price=100,
+            stop_loss=90,
+            add_upper=110,
+            take_profit=80,
+            dca_legs=3,
+        )
+        self.assertIsNone(data)
+        self.assertIsNotNone(err)
+
+    @patch("hub_calculator_lib._resolve_market", return_value=_mock_resolve())
+    def test_roll_calculator_first_leg_auto(self, _mock):
+        data, err = calc_roll_calculator(
+            direction="long",
+            capital_usdt=1000,
+            risk_percent=5,
+            entry_price=100,
+            stop_loss=95,
+            take_profit=120,
+            add_legs=[],
+            legs_done=0,
+        )
+        self.assertIsNone(err)
+        self.assertIsNotNone(data)
+        assert data is not None
+        self.assertEqual(data["first_contracts"], 10.0)
+        self.assertEqual(len(data["rows"]), 1)
+        self.assertEqual(data["rows"][0]["loss_at_sl_u"], 50.0)
+        self.assertEqual(data["rows"][0]["profit_at_tp_u"], 200.0)
+
+    @patch("hub_calculator_lib._resolve_market", return_value=_mock_resolve())
+    def test_roll_calculator_chain_two_legs(self, _mock):
+        data, err = calc_roll_calculator(
+            direction="long",
+            capital_usdt=1000,
+            risk_percent=5,
+            entry_price=100,
+            stop_loss=95,
+            take_profit=120,
+            add_legs=[
+                {"add_price": 105, "new_stop_loss": 98},
+                {"add_price": 108, "new_stop_loss": 101},
+            ],
+            legs_done=0,
+        )
+        self.assertIsNone(err)
+        self.assertIsNotNone(data)
+        assert data is not None
+        self.assertEqual(len(data["rows"]), 3)
+        self.assertEqual(data["rows"][1]["label"], "滚仓1")
+        self.assertGreater(float(data["final_contracts"]), float(data["first_contracts"]))
+
+    @patch("hub_calculator_lib._resolve_market", return_value=_mock_resolve())
+    def test_roll_calculator_rejects_too_many_legs(self, _mock):
+        data, err = calc_roll_calculator(
+            direction="long",
+            capital_usdt=1000,
+            risk_percent=5,
+            entry_price=100,
+            stop_loss=95,
+            take_profit=120,
+            add_legs=[
+                {"add_price": 105, "new_stop_loss": 98},
+                {"add_price": 108, "new_stop_loss": 101},
+                {"add_price": 110, "new_stop_loss": 103},
+                {"add_price": 112, "new_stop_loss": 105},
+            ],
+            legs_done=0,
+        )
+        self.assertIsNone(data)
+        self.assertIsNotNone(err)
+
+    def test_initial_roll_qty(self):
+        qty, err = calc_initial_roll_qty("long", 100, 95, 50, 1.0)
+        self.assertIsNone(err)
+        self.assertEqual(qty, 10.0)
+
+    def test_initial_roll_qty_with_contract_size(self):
+        qty, err = calc_initial_roll_qty("long", 100, 95, 50, 0.1)
+        self.assertIsNone(err)
+        self.assertEqual(qty, 100.0)
+
+    def test_solve_add_with_contract_size(self):
+        q2, err = solve_add_amount_for_total_risk(
+            "long",
+            qty_existing=10.0,
+            entry_existing=100.0,
+            add_price=105.0,
+            new_stop=98.0,
+            risk_budget_usdt=50.0,
+            contract_size=1.0,
+        )
+        self.assertIsNone(err)
+        self.assertIsNotNone(q2)
+        assert q2 is not None
+        self.assertGreater(q2, 0)
 
 
-def test_roll_calculator_chain_two_legs():
-    data, err = calc_roll_calculator(
-        direction="long",
-        capital_usdt=1000,
-        risk_percent=5,
-        entry_price=100,
-        stop_loss=95,
-        take_profit=120,
-        add_legs=[
-            {"add_price": 105, "new_stop_loss": 98},
-            {"add_price": 108, "new_stop_loss": 101},
-        ],
-        legs_done=0,
-    )
-    assert err is None
-    assert data is not None
-    assert len(data["rows"]) == 3
-    assert data["rows"][0]["label"] == "首仓"
-    assert data["rows"][1]["label"] == "滚仓1"
-    assert data["rows"][2]["label"] == "滚仓2"
-    assert float(data["final_contracts"]) > float(data["first_contracts"])
-
-
-def test_roll_calculator_rejects_too_many_legs():
-    data, err = calc_roll_calculator(
-        direction="long",
-        capital_usdt=1000,
-        risk_percent=5,
-        entry_price=100,
-        stop_loss=95,
-        take_profit=120,
-        add_legs=[
-            {"add_price": 105, "new_stop_loss": 98},
-            {"add_price": 108, "new_stop_loss": 101},
-            {"add_price": 110, "new_stop_loss": 103},
-            {"add_price": 112, "new_stop_loss": 105},
-        ],
-        legs_done=0,
-    )
-    assert data is None
-    assert err is not None
-
-
-def test_initial_roll_qty():
-    qty, err = calc_initial_roll_qty("long", 100, 95, 50)
-    assert err is None
-    assert qty == 10.0
+if __name__ == "__main__":
+    unittest.main()
diff --git a/tests/test_hub_calculator_market_lib.py b/tests/test_hub_calculator_market_lib.py
new file mode 100644
index 0000000..8d849d3
--- /dev/null
+++ b/tests/test_hub_calculator_market_lib.py
@@ -0,0 +1,107 @@
+"""hub_calculator_market_lib 合约解析。"""
+
+import unittest
+from unittest.mock import patch
+
+from hub_calculator_market_lib import (
+    amount_decimals_from_exchange,
+    find_exchange,
+    get_calculator_market,
+    list_calculator_exchanges,
+    make_amount_precise_fn_from_market,
+    normalize_base_symbol,
+    resolve_usdt_perp_symbol,
+)
+
+
+class FakeExchange:
+    def __init__(self, markets: dict):
+        self.markets = markets
+
+    def market(self, symbol: str):
+        return self.markets[symbol]
+
+    def amount_to_precision(self, symbol: str, amount: float) -> str:
+        return f"{float(amount):.3f}"
+
+
+class HubCalculatorMarketLibTests(unittest.TestCase):
+    def test_normalize_base_symbol(self):
+        self.assertEqual(normalize_base_symbol("eth"), "ETH")
+        self.assertEqual(normalize_base_symbol("ETH/USDT:USDT"), "ETH")
+        self.assertEqual(normalize_base_symbol("ETHUSDT"), "ETH")
+
+    def test_resolve_usdt_perp_symbol(self):
+        ex = FakeExchange(
+            {
+                "ETH/USDT:USDT": {
+                    "base": "ETH",
+                    "quote": "USDT",
+                    "swap": True,
+                    "active": True,
+                    "contractSize": 1.0,
+                    "limits": {"amount": {"min": 0.001}},
+                    "precision": {"price": 2, "amount": 3},
+                }
+            }
+        )
+        sym, err = resolve_usdt_perp_symbol(ex, "ETH")
+        self.assertIsNone(err)
+        self.assertEqual(sym, "ETH/USDT:USDT")
+
+    def test_amount_decimals_from_exchange(self):
+        ex = FakeExchange({})
+        self.assertEqual(amount_decimals_from_exchange(ex, "ETH/USDT:USDT"), 3)
+
+    def test_make_amount_precise_fn_from_market(self):
+        fn = make_amount_precise_fn_from_market({"amount_decimals": 3, "min_amount": 0.001})
+        self.assertEqual(fn(1.23456), 1.234)
+        self.assertIsNone(fn(0.0001))
+
+    @patch("hub_calculator_market_lib.fetch_instance_market_sync")
+    def test_get_calculator_market_from_instance(self, fetch_mock):
+        fetch_mock.return_value = {
+            "ok": True,
+            "base": "ETH",
+            "exchange_symbol": "ETH/USDT:USDT",
+            "display_symbol": "ETH/USDT",
+            "contract_size": 0.01,
+            "price_tick": 0.01,
+            "price_decimals": 2,
+            "amount_decimals": 2,
+            "min_amount": 0.01,
+        }
+        ex = {
+            "id": "0",
+            "key": "binance",
+            "name": "币安 · crypto_monitor_binance",
+            "enabled": True,
+            "flask_url": "http://127.0.0.1:5001",
+        }
+        data, err = get_calculator_market("0", "ETH", ex=ex)
+        self.assertIsNone(err)
+        self.assertIsNotNone(data)
+        assert data is not None
+        self.assertEqual(data["exchange_id"], "0")
+        self.assertEqual(data["exchange_name"], "币安 · crypto_monitor_binance")
+        self.assertEqual(data["contract_size"], 0.01)
+
+    @patch("hub_calculator_market_lib.enabled_exchanges")
+    def test_list_calculator_exchanges(self, enabled_mock):
+        enabled_mock.return_value = [
+            {"id": "0", "key": "binance", "name": "币安", "enabled": True},
+        ]
+        rows = list_calculator_exchanges()
+        self.assertEqual(len(rows), 1)
+        self.assertEqual(rows[0]["id"], "0")
+
+    def test_find_exchange_by_id(self):
+        with patch(
+            "hub_calculator_market_lib.load_settings",
+            return_value={"exchanges": [{"id": "2", "key": "gate", "name": "Gate"}]},
+        ):
+            self.assertEqual(find_exchange("2")["key"], "gate")
+
+
+if __name__ == "__main__":
+    unittest.main()